Cita APA (7a ed.)

Kercheval, A., & Sowunmi, O. (2026). The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics.

Cita Chicago Style (17a ed.)

Kercheval, Alec, y Ololade Sowunmi. The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics. 2026.

Cita MLA (9a ed.)

Kercheval, Alec, y Ololade Sowunmi. The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics. 2026.

Precaución: Estas citas no son 100% exactas.